Journal of the Royal Statistical Society Series B

1997 - 2022

Current editor(s): P. Fryzlewicz and I. Van Keilegom

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Volume 81, issue 5, 2019

On choosing mixture components via non‐local priors pp. 809-837

Jairo Fúquene, Mark Steel and David Rossell

Fused density estimation: theory and methods pp. 839-860

Robert Bassett and James Sharpnack

Non‐parametric cure rate estimation under insufficient follow‐up by using extremes pp. 861-880

Mikael Escobar‐Bach and Ingrid Van Keilegom

On the design of experiments with ordered treatments pp. 881-900

Satya Prakash Singh and Ori Davidov

Tensor graphical lasso (TeraLasso) pp. 901-931

Kristjan Greenewald, Shuheng Zhou and Alfred Hero

Volume 81, issue 4, 2019

High dimensional linear discriminant analysis: optimality, adaptive algorithm and missing data pp. 675-705

T. Tony Cai and Linjun Zhang

Signal classification for the integrative analysis of multiple sequences of large‐scale multiple tests pp. 707-734

Dongdong Xiang, Sihai Dave Zhao and T. Tony Cai

Sensitivity analysis for inverse probability weighting estimators via the percentile bootstrap pp. 735-761

Qingyuan Zhao, Dylan S. Small and Bhaswar B. Bhattacharya

MALMEM: model averaging in linear measurement error models pp. 763-779

Xinyu Zhang, Yanyuan Ma and Raymond J. Carroll

Dynamic shrinkage processes pp. 781-804

Daniel R. Kowal, David S. Matteson and David Ruppert

Corrigendum: Detecting heteroscedasticity in non‐parametric regression using weighted empirical processes pp. 805-806

Justin Chown and Ursula U. Müller

Volume 81, issue 3, 2019

Robust causal structure learning with some hidden variables pp. 459-487

Benjamin Frot, Preetam Nandy and Marloes H. Maathuis

Scalable importance tempering and Bayesian variable selection pp. 489-517

Giacomo Zanella and Gareth Roberts

Computer model calibration with confidence and consistency pp. 519-545

Matthew Plumlee

Post‐selection estimation and testing following aggregate association tests pp. 547-573

Ruth Heller, Amit Meir and Nilanjan Chatterjee

A general asymptotic framework for distribution‐free graph‐based two‐sample tests pp. 575-602

Bhaswar B. Bhattacharya

Intrinsic Gaussian processes on complex constrained domains pp. 603-627

Mu Niu, Pokman Cheung, Lizhen Lin, Zhenwen Dai, Neil Lawrence and David Dunson

Lack‐of‐fit tests for quantile regression models pp. 629-648

Chen Dong, Guodong Li and Xingdong Feng

Narrowest‐over‐threshold detection of multiple change points and change‐point‐like features pp. 649-672

Rafal Baranowski, Yining Chen and Piotr Fryzlewicz

Volume 81, issue 2, 2019

Covariate‐assisted ranking and screening for large‐scale two‐sample inference pp. 187-234

T. Tony Cai, Wenguang Sun and Weinan Wang

Approximate Bayesian computation with the Wasserstein distance pp. 235-269

Espen Bernton, Pierre E. Jacob, Mathieu Gerber and Christian P. Robert

Clustering functional data into groups by using projections pp. 271-304

Aurore Delaigle, Peter Hall and Tung Pham

A general framework for quantile estimation with incomplete data pp. 305-333

Peisong Han, Linglong Kong, Jiwei Zhao and Xingcai Zhou

Construction of row–column factorial designs pp. 335-360

J. D. Godolphin

Hypoelliptic diffusions: filtering and inference from complete and partial observations pp. 361-384

Susanne Ditlevsen and Adeline Samson

Multiple influential point detection in high dimensional regression spaces pp. 385-408

Junlong Zhao, Chao Liu, Lu Niu and Chenlei Leng

Semiparametric model for bivariate survival data subject to biased sampling pp. 409-429

Jin Piao, Jing Ning and Yu Shen

Statistical inference for the population landscape via moment‐adjusted stochastic gradients pp. 431-456

Tengyuan Liang and Weijie J. Su

Volume 81, issue 1, 2019

Report of the Editors—2018 pp. 3-4

David Dunson and Simon Wood

Moment conditions and Bayesian non‐parametrics pp. 5-43

Luke Bornn, Neil Shephard and Reza Solgi

Multiple testing with the structure‐adaptive Benjamini–Hochberg algorithm pp. 45-74

Ang Li and Rina Foygel Barber

An omnibus non‐parametric test of equality in distribution for unknown functions pp. 75-99

Alex Luedtke, Marco Carone and Mark J. van der Laan

Characterization of c‐, L‐ and ϕk‐optimal designs for a class of non‐linear multiple‐regression models pp. 101-120

Dennis Schmidt

Robust causal inference with continuous instruments using the local instrumental variable curve pp. 121-143

Edward H. Kennedy, Scott Lorch and Dylan S. Small

On cross‐validation for sparse reduced rank regression pp. 145-161

Yiyuan She and Hoang Tran

Deterministic parallel analysis: an improved method for selecting factors and principal components pp. 163-183

Edgar Dobriban and Art B. Owen

Volume 80, issue 5, 2018

The correlated pseudomarginal method pp. 839-870

George Deligiannidis, Arnaud Doucet and Michael K. Pitt

Random‐walk models of network formation and sequential Monte Carlo methods for graphs pp. 871-898

Benjamin Bloem‐Reddy and Peter Orbanz

An imputation–regularized optimization algorithm for high dimensional missing data problems and beyond pp. 899-926

Faming Liang, Bochao Jia, Jingnan Xue, Qizhai Li and Ye Luo

Multiple matrix Gaussian graphs estimation pp. 927-950

Yunzhang Zhu and Lexin Li

Detecting heteroscedasticity in non‐parametric regression using weighted empirical processes pp. 951-974

Justin Chown and Ursula U. Müller

Hybrid quantile regression estimation for time series models with conditional heteroscedasticity pp. 975-993

Yao Zheng, Qianqian Zhu, Guodong Li and Zhijie Xiao

Full likelihood inference for abundance from continuous time capture–recapture data pp. 995-1014

Yang Liu, Yukun Liu, Pengfei Li and Jing Qin

False discovery rate control for high dimensional networks of quantile associations conditioning on covariates pp. 1015-1034

Jichun Xie and Ruosha Li

On mitigating the analytical limitations of finely stratified experiments pp. 1035-1056

Colin B. Fogarty

Sparse generalized eigenvalue problem: optimal statistical rates via truncated Rayleigh flow pp. 1057-1086

Kean Ming Tan, Zhaoran Wang, Han Liu and Tong Zhang

Bayesian regression tree ensembles that adapt to smoothness and sparsity pp. 1087-1110

Antonio R. Linero and Yun Yang

Volume 80, issue 4, 2018

Approximate residual balancing: debiased inference of average treatment effects in high dimensions pp. 597-623

Susan Athey, Guido Imbens and Stefan Wager

Semiparametrically efficient estimation in quantile regression of secondary analysis pp. 625-648

Liang Liang, Yanyuan Ma, Ying Wei and Raymond J. Carroll

AdaPT: an interactive procedure for multiple testing with side information pp. 649-679

Lihua Lei and William Fithian

Maximin projection learning for optimal treatment decision with heterogeneous individualized treatment effects pp. 681-702

Chengchun Shi, Rui Song, Wenbin Lu and Bo Fu

Estimated Wold representation and spectral‐density‐driven bootstrap for time series pp. 703-726

Jonas Krampe, Jens‐Peter Kreiss and Efstathios Paparoditis

Bayesian inference for Gaussian graphical models beyond decomposable graphs pp. 727-747

Kshitij Khare, Bala Rajaratnam and Abhishek Saha

Auxiliary gradient‐based sampling algorithms pp. 749-767

Michalis K. Titsias and Omiros Papaspiliopoulos

Modelling non‐stationary multivariate time series of counts via common factors pp. 769-791

Fangfang Wang and Haonan Wang

Confidence intervals for causal effects with invalid instruments by using two‐stage hard thresholding with voting pp. 793-815

Zijian Guo, Hyunseung Kang, T. Tony Cai and Dylan S. Small

Asymptotic properties and information criteria for misspecified generalized linear mixed models pp. 817-836

Dalei Yu, Xinyu Zhang and Kelvin K. W. Yau

Volume 80, issue 3, 2018

Testing mutual independence in high dimension via distance covariance pp. 455-480

Shun Yao, Xianyang Zhang and Xiaofeng Shao

Random networks, graphical models and exchangeability pp. 481-508

Steffen Lauritzen, Alessandro Rinaldo and Kayvan Sadeghi

Detecting and dating structural breaks in functional data without dimension reduction pp. 509-529

Alexander Aue, Gregory Rice and Ozan Sönmez

Bounded, efficient and multiply robust estimation of average treatment effects using instrumental variables pp. 531-550

Linbo Wang and Eric Tchetgen Tchetgen

Panning for gold: ‘model‐X’ knockoffs for high dimensional controlled variable selection pp. 551-577

Emmanuel Candès, Yingying Fan, Lucas Janson and Jinchi Lv

Semi‐supervised approaches to efficient evaluation of model prediction performance pp. 579-594

Jessica L. Gronsbell and Tianxi Cai

Volume 80, issue 2, 2018

Estimation of tail risk based on extreme expectiles pp. 263-292

Abdelaati Daouia, Stéphane Girard and Gilles Stupfler

On structure testing for component covariance matrices of a high dimensional mixture pp. 293-318

Weiming Li and Jianfeng Yao

From multiple Gaussian sequences to functional data and beyond: a Stein estimation approach pp. 319-342

Mark Koudstaal and Fang Yao

Unified empirical likelihood ratio tests for functional concurrent linear models and the phase transition from sparse to dense functional data pp. 343-364

Honglang Wang, Ping‐Shou Zhong, Yuehua Cui and Yehua Li

A block model for node popularity in networks with community structure pp. 365-386

Srijan Sengupta and Yuguo Chen

Matrix variate regressions and envelope models pp. 387-408

Shanshan Ding and R. Dennis Cook

Semiparametric dynamic max‐copula model for multivariate time series pp. 409-432

Zifeng Zhao and Zhengjun Zhang

Testing for marginal linear effects in quantile regression pp. 433-452

Huixia Judy Wang, Ian W. McKeague and Min Qian

Volume 80, issue 1, 2018

Report of the Editors—2017 pp. 3-4

David Dunson and Piotr Fryzlewicz

Kernel‐based tests for joint independence pp. 5-31

Niklas Pfister, Peter Bühlmann, Bernhard Schölkopf and Jonas Peters

Statistical inference based on randomly generated auxiliary variables pp. 33-56

Barry Schouten

High dimensional change point estimation via sparse projection pp. 57-83

Tengyao Wang and Richard J. Samworth

Optimal a priori balance in the design of controlled experiments pp. 85-112

Nathan Kallus

Goodness‐of‐fit tests for high dimensional linear models pp. 113-135

Rajen D. Shah and Peter Bühlmann

False discovery proportion estimation by permutations: confidence for significance analysis of microarrays pp. 137-155

Jesse Hemerik and Jelle J. Goeman

Exact Bayesian inference in spatiotemporal Cox processes driven by multivariate Gaussian processes pp. 157-175

Flávio B. Gonçalves and Dani Gamerman

Another look at distance‐weighted discrimination pp. 177-198

Boxiang Wang and Hui Zou

Expectation propagation in the large data limit pp. 199-217

Guillaume Dehaene and Simon Barthelmé

Inference for empirical Wasserstein distances on finite spaces pp. 219-238

Max Sommerfeld and Axel Munk

A geometric approach to confidence regions and bands for functional parameters pp. 239-260

Hyunphil Choi and Matthew Reimherr